Season the beef tenderloin with salt and pepper. Sear it in a hot skillet on all sides until nicely browned. Set aside to cool.
Heat olive oil in a skillet and sauté the finely diced onion and minced garlic. Add the chopped mushrooms and cook until all the moisture has evaporated. Let it cool completely.
Lay out a sheet of plastic wrap and arrange the prosciutto slices, slightly overlapping each other. Spread the mushroom mixture evenly over the prosciutto.
Brush the beef with mustard and place it in the center of the prosciutto-mushroom layer. Using the plastic wrap, tightly roll it up and refrigerate for 20 minutes.
Roll out the puff pastry and place the chilled beef on top. Brush the edges of the pastry with beaten egg and wrap the pastry around the beef, ensuring it is tightly sealed.
Place the pastry-wrapped beef on a baking sheet lined with parchment paper. Brush the top with egg wash and decorate as desired.
Bake in a preheated oven at 400°F (200°C) for 25-30 minutes, or until the pastry is golden brown. Let it rest for 10 minutes before slicing.
Serve the Beef Wellington sliced, with fresh vegetables or mashed potatoes.
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